NEwmat is a famous matrix library in c++. IT'S easy to understand and to use. Note: if you watta use a particular function from the library in your project just follow the testfiles style to include the 'include.h' and use the namespace. Of course, do not forget to add the path the newmat to your project in TOOLS-> OPTIONS->DIRECTORIES and if necessary add those cpp files to the source folder. OPTIONS->DIRECTORIES and if necessary add those cpp files to the source folder.